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FUMB vs. AUSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUMB vs. AUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Ultra Short Duration Municipal ETF (FUMB) and Allspring Ultra Short Municipal ETF (AUSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUMB achieves a 1.07% return, which is significantly higher than AUSM's 0.98% return.


FUMB

1D
-0.03%
1M
0.15%
YTD
1.07%
6M
1.30%
1Y
2.55%
3Y*
2.98%
5Y*
1.96%
10Y*

AUSM

1D
-0.02%
1M
0.21%
YTD
0.98%
6M
1.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUMB vs. AUSM - Yearly Performance Comparison


Correlation

The correlation between FUMB and AUSM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.09

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Return for Risk

FUMB vs. AUSM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FUMB
FUMB Risk / Return Rank: 9595
Overall Rank
FUMB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FUMB Sortino Ratio Rank: 9595
Sortino Ratio Rank
FUMB Omega Ratio Rank: 9595
Omega Ratio Rank
FUMB Calmar Ratio Rank: 9797
Calmar Ratio Rank
FUMB Martin Ratio Rank: 9797
Martin Ratio Rank

AUSM
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUMB vs. AUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Ultra Short Duration Municipal ETF (FUMB) and Allspring Ultra Short Municipal ETF (AUSM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FUMBAUSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.76

Calmar ratioReturn relative to maximum drawdown

11.70

Martin ratioReturn relative to average drawdown

44.37

FUMB vs. AUSM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FUMBAUSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

3.98

-2.97

Drawdowns

FUMB vs. AUSM - Drawdown Comparison

The maximum FUMB drawdown since its inception was -2.68%, which is greater than AUSM's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for FUMB and AUSM.


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Drawdown Indicators


FUMBAUSMDifference

Max Drawdown

Largest peak-to-trough decline

-2.68%

-0.42%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-1.25%

Current Drawdown

Current decline from peak

-0.03%

-0.02%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.09%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

Volatility

FUMB vs. AUSM - Volatility Comparison


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Volatility by Period


FUMBAUSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.76%

0.73%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.16%

0.73%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

0.73%

+1.04%

FUMB vs. AUSM - Expense Ratio Comparison

FUMB has a 0.45% expense ratio, which is higher than AUSM's 0.18% expense ratio.


Dividends

FUMB vs. AUSM - Dividend Comparison

FUMB's dividend yield for the trailing twelve months is around 2.80%, more than AUSM's 2.39% yield.


PositionTTM20252024202320222021202020192018
AUSM
Allspring Ultra Short Municipal ETF
2.39%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FUMB
First Trust Ultra Short Duration Municipal ETF
2.80%2.90%2.86%2.24%1.02%0.43%0.94%1.74%0.15%

Frequently Asked Questions


FUMB and AUSM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUSM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUSM is cheaper with a 0.18% expense ratio, compared with 0.45% for FUMB.

FUMB has the higher dividend yield at 2.80%, compared with 2.39% for AUSM.

They also come from different issuers: First Trust and Allspring. Their fees differ too: 0.45% for FUMB and 0.18% for AUSM.

Portfolio Optimizer

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